+267.4%
PLD vs LNG
+724.9%
-457.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.9% |
| 7D | +0.8% | -5.5% | +6.3% | +1.8% |
| 30D | +0.5% | +5.7% | -5.3% | -0.9% |
| 3M | -5.5% | +10.7% | -16.2% | -7.8% |
| 6M | -8.3% | +23.1% | -31.4% | -12.7% |
| YTD | +4.3% | +52.4% | -48.1% | -5.9% |
| 1Y | +7.4% | +40.0% | -32.6% | -1.3% |
| 3Y | +37.1% | +76.0% | -39.0% | +18.3% |
| 5Y | +1.3% | +194.7% | -193.4% | -23.5% |
| 10Y | +267.4% | +726.7% | -459.3% | +120.3% |
| All | +267.4% | +724.9% | -457.5% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling